| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 15 | |||
| Reduced model | 26 | -11 | 0.787344406011608 | 0.650114612216546 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 15 | |||
| Reduced model | 26 | -11 | 0.93104365741175 | 0.538039713016762 |
